+98.0%
GTLB vs ALLY
-12.1%
+110.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -11.1% | +0.9% | -12.0% | -11.4% |
| 30D | -7.5% | +3.1% | -10.6% | -8.6% |
| 3M | +34.8% | -12.6% | +47.3% | +41.6% |
| 6M | +98.0% | -12.4% | +110.4% | +108.2% |
| All | +98.0% | -12.1% | +110.0% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling